【主讲】Cathy Y. Chen (柏林洪堡大学)
【主题】A Continuous-Time Stochastic Volatility Model with Sentiment
【时间】2017年9月26日 (周二) 15：30-17：00
【地点】上海财经大学经济学院楼702室
【语言】英文
【讲员简介】Professor Chen is a professor at the School of Business and Economics in Humboldt-Universitat zu Berlin (柏林洪堡大学). Her research focus is on “text mining in finance” and “risk analysis and management”. She has dedicated herself recently to text mining techniques in order to distill sentiment from news media or social media. Using the statistical analytics such as Machine Learning (e.g. SVM), Lexicon Projection, Latent Semantic Analysis, Latent Dirichlet Allocation and Topic Modeling, she analyzes the news impact on financial markets. She has published in key journals and has written important software for financial econometrics.
